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08/03/2023
Randomized approximation of summable sequences – adaptive and non-adaptive
We prove lower bounds for the randomized approximation of the embedding ...
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01/30/2023
Infinite-Variate L^2-Approximation with Nested Subspace Sampling
We consider L^2-approximation on weighted reproducing kernel Hilbert spa...
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06/15/2022
A short note on compact embeddings of reproducing kernel Hilbert spaces in L^2 for infinite-variate function approximation
This note consists of two largely independent parts. In the first part w...
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01/23/2020
Randomized sparse grid algorithms for multivariate integration on Haar-Wavelet spaces
The deterministic sparse grid method, also known as Smolyak's method, is...
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04/24/2019